-16.1%
BIIB vs SHAK
-2.6%
-13.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | -1.7% | -8.3% | +6.6% | -0.9% |
| 30D | +4.0% | -12.6% | +16.6% | +5.2% |
| 3M | +8.6% | +9.1% | -0.5% | +7.5% |
| 6M | +14.0% | -31.2% | +45.3% | +16.5% |
| YTD | +23.4% | -21.6% | +45.0% | +24.0% |
| 1Y | +45.9% | -38.8% | +84.7% | +50.2% |
| 3Y | -16.1% | +0.6% | -16.7% | -24.9% |
| All | -16.1% | -2.6% | -13.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling